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Synonym
: Second central momentum (μ2) = Variance


The 2nd order central momentum, characterizing the deviation of a given numerical dataset x = \{ x_1, \, x_2, \, x_3 , ... x_N \} from its Mean Value  \mu(x) :

\mu_2(x) = E[ ( x - \mu)^2 ] = \frac{1}{N} \sum_{i=1}^N (x_i - \mu)^2

where 

N

E


The second central momentum (μ2) is also called variance.

It is related to standard deviation \sigma as:  \mu_2 = \sigma^2.


See also


Formal science / Mathematics / Statistics / Statistical Metric / Central momentum

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